Last price paid | 0.055 | |
Change | +37.50% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | -31.25% |
1 month | -50.00% |
3 months | -31.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.48 |
Underlying price on issue | 38.70 |
Premium | 0.08% |
Premium p.a. | 0.59% |
Leverage | 16.13 |
Implied volatility | 0.30 |
ISIN | CH1268375040 |
Symbol | DUFC3Z |
Security | 126837504 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.06.2023 |
Premium | 7.98% |
Premium p.a. | 59.43% |
Leverage | 62.67 |
Implied volatility | 29.79% |
Moneyness | out-of-the-money |
Leverage | 16.1253 |
Delta | 0.2573 |
Gamma | 0.0080 |
Theta | -0.0011 |
Rho | 0.0010 |
Vega | 0.0044 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 40.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |